A teaching note on Cook's distance - a guideline
| dc.contributor.author | McDonald, Barry | |
| dc.date.accessioned | 2013-05-07T21:16:20Z | |
| dc.date.available | 2013-05-07T21:16:20Z | |
| dc.date.issued | 2002 | |
| dc.description.abstract | Cook’s Distance (Di) is used for assessing influence in regression models. The usual criterion is that a point is influential if Di exceeds the median of the Fp,n-p distribution, where p is the number of regression parameters. The practice developed here at Massey Albany is to teach the guideline Di>0.7 for p=2, Di> 0.8 for p=3, Di> 0.85 for p>3, where n≥15. It is not known if this guideline is used elsewhere. | en |
| dc.identifier.citation | McDonald, B. (2002), A teaching note on Cook's distance - a guideline, Research Letters in the Information and Mathematical Sciences, 3, 122-128 | en |
| dc.identifier.issn | 1175-2777 | |
| dc.identifier.uri | http://hdl.handle.net/10179/4352 | |
| dc.language.iso | en | en |
| dc.publisher | Massey University | en |
| dc.subject | Cook's Distance | en |
| dc.subject | Regression models | en |
| dc.title | A teaching note on Cook's distance - a guideline | en |
| dc.type | Article | en |